What is Hibernate? This is a process of copying all RAM content to the hard disk and possibility to continue your work from the last state after shutting down the system.
The required things are:
1. Your motherboard must support this Function
2. Hard disk space at least your RAM size.
3. Enabled Hibernation in Windows
(Display Properties -> Screen Saver -> Monitor Power -> Hibernate -> Enable Hibernation check box)
Button "Hibernation" is shown after clicking Shut Down. If you dont have this button, you can show it by pointing "Stand By" button on the shutdown dialog box and hold Shift button. :-) I dont know why? It seems the newer versions of XP doesn't show Hibernate button.